Morgan Stanley Call 60 CNC 20.12.2024
/ DE000ME54B20
Morgan Stanley Call 60 CNC 20.12..../ DE000ME54B20 /
17/09/2024 14:00:32 |
Chg.-0.03 |
Bid17:26:30 |
Ask17:26:30 |
Underlying |
Strike price |
Expiration date |
Option type |
4.30EUR |
-0.69% |
4.28 Bid Size: 7,500 |
4.31 Ask Size: 7,500 |
Centene Corp |
60.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME54B2 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
12/12/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
15.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
15.40 |
Intrinsic value: |
14.89 |
Implied volatility: |
- |
Historic volatility: |
0.23 |
Parity: |
14.89 |
Time value: |
-10.55 |
Break-even: |
58.25 |
Moneyness: |
1.28 |
Premium: |
-0.15 |
Premium p.a.: |
-0.48 |
Spread abs.: |
0.03 |
Spread %: |
0.70% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
4.29 |
High: |
4.30 |
Low: |
4.29 |
Previous Close: |
4.33 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.77% |
1 Month |
|
|
-2.05% |
3 Months |
|
|
+22.51% |
YTD |
|
|
+8.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.33 |
3.99 |
1M High / 1M Low: |
4.40 |
3.95 |
6M High / 6M Low: |
4.48 |
3.16 |
High (YTD): |
18/01/2024 |
4.55 |
Low (YTD): |
23/07/2024 |
3.16 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.21 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.95 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
33.61% |
Volatility 6M: |
|
50.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |